Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-10-05 0.430215 0.477934 0.531357 0.596129 0.673261 0.763113 0.877119
2025-10-12 0.393815 0.458861 0.537227 0.640471 0.775901 0.952083 1.206951
2025-10-19 0.347897 0.418175 0.507086 0.631207 0.805972 1.053687 1.453565
2025-10-26 0.317829 0.391771 0.489155 0.631953 0.845996 1.174498 1.765605
2025-11-02 0.287744 0.361144 0.460675 0.612067 0.850182 1.239717 2.008563
2025-11-09 0.259289 0.329599 0.426943 0.578999 0.826879 1.252781 2.158603
2025-11-16 0.242756 0.312891 0.412232 0.572082 0.843542 1.337690 2.490329
2025-11-23 0.236965 0.310643 0.417980 0.597270 0.918270 1.549773 3.231543
2025-11-30 0.225661 0.299328 0.408785 0.596569 0.946075 1.675654 3.841377
2025-12-07 0.213467 0.285741 0.394793 0.585866 0.952789 1.757398 4.385743
2025-12-14 0.202138 0.272683 0.380534 0.572990 0.952891 1.823952 4.941933
2025-12-21 0.192171 0.261077 0.367702 0.561219 0.953244 1.891614 5.578173
2025-12-28 0.189800 0.261524 0.375232 0.588866 1.045722 2.246328 8.130931
2026-01-04 0.190328 0.266529 0.390774 0.633949 1.189628 2.838727 14.173438
2026-01-11 0.181895 0.256543 0.379780 0.625485 1.204512 3.028228 18.231624
2026-01-18 0.175666 0.249761 0.373831 0.626509 1.243854 3.334157 26.110481
2026-01-25 0.166929 0.238345 0.358826 0.606993 1.225282 3.405214 31.552114
2026-02-01 0.156942 0.224401 0.338487 0.574372 1.165931 3.280599 32.326878
2026-02-08 0.151313 0.217505 0.330511 0.567556 1.177264 3.478291 44.736396
2026-02-15 0.150369 0.218428 0.336816 0.592457 1.285096 4.223521 116.923723
2026-02-22 0.146149 0.213520 0.331923 0.591768 1.317003 4.618239 254.217893
2026-03-01 0.140987 0.206750 0.323107 0.581194 1.315935 4.827163 523.732746
2026-03-08 0.135886 0.199878 0.313726 0.568469 1.305734 4.978273 1264.891868